A subgradient of f at x is a vector a for which the affine function f(x) + a.(y - x) lies below f on its whole domain; the subdifferential is the set of all subgradients.
In the setting of Convex Functions on : Standing Notation, let , let be a function, and let .
Subgradient. A point is a subgradient of at if
Subdifferential. The subdifferential of at is the set
of the subgradients of at .
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